Commit Graph

55 Commits

Author SHA1 Message Date
nym21
8f93ff9f68 global: snapshot part 4 2026-03-20 14:27:10 +01:00
nym21
45de61b438 global: snapshot 2026-03-19 18:16:45 +01:00
nym21
d8b55340f7 global: snapshot 2026-03-18 21:04:12 +01:00
nym21
92e1a0ccaf global: snapshot 2026-03-18 21:04:08 +01:00
nym21
04ddc6223e global: snapshot 2026-03-18 10:09:47 +01:00
nym21
5848d25612 global: snapshot 2026-03-16 18:38:16 +01:00
nym21
0d177494d9 global: snapshot 2026-03-14 18:27:25 +01:00
nym21
9d365f4bbb global: snapshot 2026-03-14 15:53:40 +01:00
nym21
3709ceff8e global: snapshot 2026-03-13 16:27:10 +01:00
nym21
2b31c7f6b7 global: big snapshot 2026-03-13 12:47:01 +01:00
nym21
984122f394 global: snapshot 2026-03-11 13:43:46 +01:00
nym21
c5d63b3090 global: snapshot 2026-03-10 23:24:18 +01:00
nym21
6a728a3357 global: snapshot 2026-03-10 19:33:50 +01:00
nym21
d50c6e0a73 global: snapshot 2026-03-10 18:10:50 +01:00
nym21
a3238304f5 global: snapshot 2026-03-10 13:00:05 +01:00
nym21
b88f4762a5 global: snapshot 2026-03-10 12:25:49 +01:00
nym21
5ede3dc416 global: snapshot 2026-03-10 11:22:17 +01:00
nym21
64ef63a056 global: snapshot 2026-03-10 10:49:17 +01:00
nym21
46ac55d950 global: snapshot 2026-03-10 01:13:52 +01:00
nym21
961dea6934 global: snapshot 2026-03-09 15:38:23 +01:00
nym21
cc51cc81f9 computer: renames 2026-03-09 15:16:52 +01:00
nym21
cba3b7dc38 computer: snapshot 2026-03-09 14:27:35 +01:00
nym21
3e8cf4a975 computer: snapshot 2026-03-09 11:16:50 +01:00
nym21
bb2458c765 distribution: speed improvements 2026-03-08 21:49:14 +01:00
nym21
ee59731ed2 global: snapshot 2026-03-07 20:54:28 +01:00
nym21
ef0b77baa8 global: snapshot 2026-03-04 23:21:56 +01:00
nym21
9e23de4ba1 global: snapshot 2026-03-04 17:10:15 +01:00
nym21
891f0dad9e global: snapshot 2026-03-04 14:02:00 +01:00
nym21
91b7f86225 global: snapshot 2026-03-04 12:36:23 +01:00
nym21
0d63724903 global: snapshot 2026-03-04 10:25:41 +01:00
nym21
269c1d5fdf global: snapshot 2026-03-03 22:10:05 +01:00
nym21
7cb1bfa667 global: snapshot 2026-03-01 22:41:25 +01:00
nym21
159c983a3f global: snapshot 2026-03-01 21:20:47 +01:00
nym21
4abb00b86d global: snapshot 2026-03-01 20:06:25 +01:00
nym21
a2bd7ca299 global: snapshot 2026-02-28 00:22:55 +01:00
nym21
d5ec291579 global: snapshot 2026-02-27 18:48:37 +01:00
nym21
e7a5ab9450 computer: snapshot 2026-02-27 11:17:06 +01:00
nym21
78fc5ffcf7 computer: snapshot 2026-02-26 23:01:51 +01:00
nym21
cccaf6b206 computer: simplified a bunch of things 2026-02-26 19:37:22 +01:00
nym21
f74115c6e2 computer: indexes + rolling 2026-02-24 17:07:35 +01:00
nym21
3b7aa8242a global: MASSIVE snapshot 2026-02-23 17:22:12 +01:00
nym21
0d5d7da70f website: snapshot 2026-02-03 23:43:52 +01:00
nym21
ff5bb770d7 global: snapshot 2026-01-31 17:39:48 +01:00
nym21
3d01822d27 global: sats version of all prices 2026-01-26 15:04:45 +01:00
Brandon Collins
fd4cf5d414 refactor: remove verbose comments from vecs.rs files 2026-01-21 14:08:27 -05:00
Brandon Collins
49794c5e04 refactor: remove verbose comments from tests 2026-01-21 14:07:20 -05:00
Brandon Collins
581a800612 refactor: reduce verbosity and use vecdb cumulative function
- Remove verbose inline comments from compute.rs
- Update vecdb to 0.6.1
- Refactor HODL Bank to use compute_cumulative_transformed_binary
2026-01-21 12:20:53 -05:00
Brandon Collins
5ecfd6cd42 fix: address vecdb compatibility and add unit tests
- Switch to vecdb 0.6.0 for compatibility with brk_types u8/i8
- Add proper trait imports (VecIndex, AnyVec, IterableVec, etc.)
- Add unit tests for Reserve Risk formula validation:
  - test_hodl_bank_formula: Verifies cumulative calculation
  - test_reserve_risk_formula: Verifies division formula
  - test_reserve_risk_interpretation: Documents metric semantics
  - test_hodl_bank_negative_contribution: Tests edge case

All 16 tests pass (12 existing + 4 new).

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-20 11:15:30 -05:00
Brandon Collins
f494486e12 feat(cointime): add Reserve Risk metric
Implements Reserve Risk as a new market indicator for Bitcoin.

## Formula
- Reserve Risk = Price / HODL Bank
- HODL Bank = cumulative Σ(Price - avg_VOCDD) over time
- VOCDD = CDD × Price (Value-weighted Coin Days Destroyed)

## Changes
- Added `vocdd` (Value-weighted CDD) to `cointime/value` module
- Created new `cointime/reserve_risk` module containing:
  - `vocdd_365d_sma`: 365-day moving average of VOCDD
  - `hodl_bank`: Cumulative opportunity cost of holding
  - `reserve_risk`: Final ratio metric for timing accumulation
- Wired into cointime compute pipeline (price-dependent)

## Use Case
Reserve Risk measures long-term holder confidence.
Low values indicate high confidence and potential buying opportunity.
High values suggest overheated market conditions.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-20 10:53:20 -05:00
nym21
6f45ec13f3 global: snapshot 2026-01-10 18:43:18 +01:00